DAV Supplement

Lecture Winter Term 2016/2017

DAV Supplement 

 

Lecturer:

Imma Curato


News:

 


Type:

Additional course to Financial Mathematics I for obtaining the DAV-certificate "Finanzmathematik und Investmentmanagement" (Financial Mathematics and Investment Management).


Time and venue:

On every Monday and Wednesday between 07/11/2016 and 30/11/2016, 18:00 - 19:30, N24-H14.

First appointment: Monday, 07/11/2016, 18:00-19:30, N24-H14

 

 

Exam:

written exam 28.02.2017 H 4/5  from 18:00 to 18:45

Details, see Financial Mathematics I

Certificate: 

DAV certificate only in connection with passing Financial Mathematics I.

If you are sure to write the exam, do the following:

To register for the DAV certificate, i.e. attending the DAV exam, please send an e-mail to Imma Curato until 10/02/2017 with the following data:

In the reference line: DAV Registration (FiMa)

First Name:

Family Name:

Matriculation number:

Admission obtained in the previous years (proof required)/Admission this year:

DAV Certificate only/DAV Certificate + “normal” certificate in Financial Mathematics:

Field of Study:

 

Please provide the data in the above order in your e-mail and respect the deadline for sending your registration to the exam.

No late registrations will be accepted!!!

 

Exercise Sheet:

 

 

 

Prerequisites:Financial Mathematics I (can be done simultaneously).

Content:
 
  • Derivatives and Markets
  • Hedging Option
  • Hedging Futures
  • Applications of Swaps, Forward Swaps and Swaptions in Investment-Management
Literature:
  • Peter Albrecht; Raimond Maurer, Investment- und Risikomanagement : Modelle, Methoden, Anwendungen
  • John C. Hull, Optionen, Futures und andere Derivate
  • John C. Hull, Options, Futures and Other Derivates
  • Philippe Jorion, Financial Risk Manager Handbook
 
Slides :Website of John C. Hull.   (every edition of the book will do!)